-14.6%
CRH vs THC
+40.9%
-55.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -5.4% | +1.3% | -6.6% | -5.6% |
| 3M | -11.2% | +64.2% | -75.4% | -16.6% |
| 6M | -15.8% | +8.3% | -24.1% | -18.4% |
| YTD | -23.6% | +33.4% | -57.0% | -26.9% |
| 1Y | -14.6% | +37.7% | -52.3% | -19.8% |
| All | -14.6% | +40.9% | -55.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling